In my last post I shared the launch of a significant update to the MultiStage Trading System. The back-tested results from that post were actually my out-of-sample test, which was from 2012. Results from the prior 11 years were even more impressive.
| Version 8 | Version 9 | |
| Max Drawdown% | 36.82% | 22.81% |
| Sharpe Ratio | 2.95 | 3.30 |
| Ulcer Perf. Index | 66.13 | 103.97 |
| Worst Month | -16.7% | -11.0% |
| Annual Return % | 297.57% | 315.51% |
As mentioned last time, risk management is the primary benefit of the update, but overall reward is not penalized for the extra measure of caution.
Good Trading…
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